Edit: Remain, are you certain you know the difference between the Play Queue and the Library? I did not know until last week..
As of now the files have to be added to the Library first, then later added to the Play Queue. Two steps before you can even play a track.

Suggestion: Turn this ON by default.
I think most people would want things to "be the way they left it last time."
(since it's the way things behave in the real world;
I sure hope that if I leave a CD in my car's radio, it'll still be there the next time I get in my car =P )